I had some troubles getting vxl, it is now solved, here is how. Please give these informations to anyone who might need them.
 
 
If you try to use cvs from behind a firewall, you need to specify the proxy server to cvs
 
This is not always sufficient if the proxy is not set up correctly for this kind of use.Then, it would give you an error such as "the proxy server does not accept http tunnelling". That means the proxy is not listening to the port where cvs is reading/writting. This port is the port 2401, you need to ask you system administration people to enable this port on the proxy server.
 
Nicolas Dano